Probability Theory: Answers and Calculations - Prof. Guy Battle, Study notes of Probability and Statistics

Answers and calculations for various problems in probability theory, including combinatorial probability, conditional probability, markov chains, and continuous distributions. It covers topics such as permutations, combinations, markov chains models, limit theorems, and continuous probability distributions.

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2011/2012

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Answers to Odd Problems
Answers are not given when they reveal to much about the solution. Some
decimals have been truncated rather than rounded
1. Basic Concepts
1, Ω = {ABC, AC B, B AC, BCA, C AB, C BA}. 3, 1/4. 5, (a) 16/36, (b) 20/36.
7, 3/4. 9, 1:4/57, 2:16/57, 3:15/57, 4:12/57. 11, Number of outcomes out of
216: (a) 1, (b) 3, (c) 6, (d) 10, (e) 15, (f) 21, (g) 25, (h) 27. 13, 90. 15, 77. 17,
0.2. 19, Yes. 21, Yes. 25, 0.44. 27, 19/27. 29, (a) 0.048, (b) 0.296, (c) 0.464,
(d) 0.192. 31, 0.4032. 33, 0.4914. 35, 0:6/36, 1:10/36, 2:8/36, 3:6/36, 4:4/36,
5:2/36. 37, The same as for the sum of two ordinary dice. 39, 7. 41, 1/4. 43,
17/216. 45, Flag or Joker: 13/54, 20: 12/54, 10: 10/54, 5: 12/54, 2:
9/54, 1: 6/54. 47, 32/10. 49, 26, 51, mean 5.8125, variance 1.03. 53, Mean
3.888, variance 0.432. 55, No.
2. Combinatorial Probability
1, 9!. 3, 3360. 5, (a) 151,200, (b) 210. 7, 55. 9, (a) 1.7576 ×107, (b) 0.6391.
11, 0.0605. 13, (a) 540, (b) 372. 15, 118,800. 17, (a) 240, (b) 480. 21, (a) 120,
(b) 60, (c) 504,000, (d) 34,650. 25, 103,680. 27, (a) 24, (b) 576, (c) 105, (d)
2,520, (e) 40,320, (f) 384. 29, 60/1024. 31, (a) 0.152, (b) 0.618. 33, (a) 0.05469,
(b) 0.92981. 35, 21/32. 37, (a) 0.3874, (b) 0.3773, (c) 0.3725. 39, 0.3297. 41,
Poisson: 0.778801, Exact: 0.778703. 43, 0.1889. 45, 0.9735. 47, 0.4232. 49,
0.1119. 51, 0.6664. 53, 10/21. 55, 0.3343. 57, 0.4431. 59, 0.3685. 61, (a) 0.4085,
(b) 0.5107, (c) 0.0766. 63, 23,950,080. 65, 5.4703 ×104. 67, 1/2. 69, 0.5814.
71, 0.2429. 73, (a) 0.7969, (b) 0.1992, (c) 0.0038. 75, Number of outcomes out of
7776: (a) 6, (b) 150, (c) 300, (d) 1200, (e) 1800, (f) 3600, (g) 720. 77, 6/32. 79,
(a) 0.9, (b) 0.3. 81, 0.3439. 83, 0.028. 85, P(A)=0.1655, P(A)/P (B)=3.9971.
87, first bound: 0.1667, second: 0.1551, third: 0.1555213, exact: 0.1555124.
3. Conditional Probability
1, 2/3. 3, 4/25. 5, (a) 0.4385, (b) 0.4561, (c) 0.1052. 7, 6/7. 9, 2/3. 11, 1/3.
13, P(AB)=1/8, P(B)=3/8, P(AB)=1/2. 15, 0.6. 19, 11/216. 21, 14:
146/1296. 23, 0.9568. 25, 0.17. 27, 2/5. 29, 0.7. 31, 0.4918. 35, 1/51. 37, (a)
0.9, (b) 1/730. 39, 12/29. 41, 8/9. 43, 56/65. 45, 4/5. 47, 1/7. 49, (a) 1/2, (b)
5/9. 51, 8/9. 53, 5/6. 55, 4/7. 57, 4/7, 2/7, 1/7. 59, 0.062, 0.3387. 63. (a) 3/8
221
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Answers to Odd Problems

Answers are not given when they reveal to much about the solution. Some decimals have been truncated rather than rounded

1. Basic Concepts

1, Ω = {ABC, ACB, BAC, BCA, CAB, CBA}. 3, 1/4. 5, (a) 16/36, (b) 20/36. 7, 3/4. 9, 1:4/57, 2:16/57, 3:15/57, 4:12/57. 11, Number of outcomes out of 216: (a) 1, (b) 3, (c) 6, (d) 10, (e) 15, (f) 21, (g) 25, (h) 27. 13, 90. 15, 77. 17, 0.2. 19, Yes. 21, Yes. 25, 0.44. 27, 19/27. 29, (a) 0.048, (b) 0.296, (c) 0.464, (d) 0.192. 31, 0.4032. 33, 0.4914. 35, 0:6/36, 1:10/36, 2:8/36, 3:6/36, 4:4/36, 5:2/36. 37, The same as for the sum of two ordinary dice. 39, 7. 41, 1/4. 43, − 17 /216. 45, Flag or Joker: − 13 /54, 20: − 12 /54, 10: − 10 /54, 5: − 12 /54, 2: − 9 /54, 1: − 6 /54. 47, 32/10. 49, 26, 51, mean 5.8125, variance 1.03. 53, Mean 3.888, variance 0.432. 55, No.

2. Combinatorial Probability

1, 9!. 3, 3360. 5, (a) 151,200, (b) 210. 7, 55. 9, (a) 1. 7576 × 107 , (b) 0.6391. 11, 0.0605. 13, (a) 540, (b) 372. 15, 118,800. 17, (a) 240, (b) 480. 21, (a) 120, (b) 60, (c) 504,000, (d) 34,650. 25, 103,680. 27, (a) 24, (b) 576, (c) 105, (d) 2,520, (e) 40,320, (f) 384. 29, 60/1024. 31, (a) 0.152, (b) 0.618. 33, (a) 0.05469, (b) 0.92981. 35, 21/32. 37, (a) 0.3874, (b) 0.3773, (c) 0.3725. 39, 0.3297. 41, Poisson: 0.778801, Exact: 0.778703. 43, 0.1889. 45, 0.9735. 47, 0.4232. 49, 0.1119. 51, 0.6664. 53, 10/21. 55, 0.3343. 57, 0.4431. 59, 0.3685. 61, (a) 0.4085, (b) 0.5107, (c) 0.0766. 63, 23,950,080. 65, 5. 4703 × 10 −^4. 67, 1/2. 69, 0.5814. 71, 0.2429. 73, (a) 0.7969, (b) 0.1992, (c) 0.0038. 75, Number of outcomes out of 7776: (a) 6, (b) 150, (c) 300, (d) 1200, (e) 1800, (f) 3600, (g) 720. 77, 6/32. 79, (a) 0.9, (b) 0.3. 81, 0.3439. 83, 0.028. 85, P (A) = 0.1655, P (A)/P (B) = 3.9971. 87, first bound: 0.1667, second: 0.1551, third: 0.1555213, exact: 0.1555124.

3. Conditional Probability

1, 2/3. 3, 4/25. 5, (a) 0.4385, (b) 0.4561, (c) 0.1052. 7, 6/7. 9, 2/3. 11, 1/3. 13, P (A ∩ B) = 1/8, P (B) = 3/8, P (A ∪ B) = 1/2. 15, 0.6. 19, 11/216. 21, 14: 146/1296. 23, 0.9568. 25, 0.17. 27, 2/5. 29, 0.7. 31, 0.4918. 35, 1/51. 37, (a) 0.9, (b) 1/730. 39, 12/29. 41, 8/9. 43, 56/65. 45, 4/5. 47, 1/7. 49, (a) 1/2, (b) 5/9. 51, 8/9. 53, 5/6. 55, 4/7. 57, 4/7, 2/7, 1/7. 59, 0.062, 0.3387. 63. (a) 3/

(b) 1/2,

Y X=1 2 3

4. Markov chains

1, (a) x = 0.4, y = 0.4, z = 0.6, (b) x = 0.2, y = 0.5, z = 0.2. 3, 0.294. 5, 13/32. 7, (b) 0.22, 0.166. 9, 51.2% in 1980, 56.8% in 1990, and 60.9% in 2000. 11, (a) 0.55, (b) 0.575, (c) 0.6. 13, 0.7825, 0.727291, 8/11 = .0727272. 15, 38%, 25%, 8/33 = 24%. 17, 0.211, 0.286, 0.502. 19, 4/19. 21, (b) 7/13. 23, 4/5. 25, 0.25, 0.5, 0.25. 27, (a) 0.35, 0.34, 0.31, (b) 0.5294, 0.3235, 0.1470. 29, Long run frequencies are A:0.2, C:0.55, T:0.25. 31, (b) 0.2321, 0.1964, 0.5714. 33, 0.2817. 35, π(0) = 100/122, π(1) = 10/122, π(2) = 2/122, π(3) = 10/122. 37, π(0) = 0.1, π(1) = 0.4, π(2) = 0.3, π(3) = 0.2. 39, 1/3. 41, 16.666. 43, (a) 1/4, (b) 3.916. 45, 0.125/0.685.

5. Continuous distributions

1, c = 1/9. 3, (a) 1/2, (b) 0.3, (c) 0.05. 5,(a) 15/28, (b) 127/49, (c) 2.304. 7, Yes, x−^2 e−^1 /x. 9, (a) x^2 /4 for 0 ≤ x ≤ 2, (b) 1/4, (c) 7/16, (d)

(a) x^1 /^2 for 0 ≤ x ≤ 1, (b) 1 −

3 /2, (c) 1/6, (d) 1/4. 13, any number in [0, 1]. 15, (a) 1 − x−^3 , (b) (1 − u)−^1 /^3. 21, y−^1 /^2 /2. 23, 1 − exp(−e−x). 25, (a) f (y) + f (−y) for 0 ≤ y ≤ 1, (b) {f (

z) + f (−

z)}/ 2

z for 0 ≤ z ≤ 1. 27, (a) c = 1, (b) 3/8. 29, (1 − z)^2 /2 for 0 ≤ z ≤ 1. 31, 7/16. 33, F (x, y) = min{x, y} if x, y > 0 and min{x, y} ≤ 1, F (x, y) = 1 if min{x, y} > 1, 0 otherwise. 35, FX (x) = FX,Y (x, ∞) = limy→∞ FX,Y (x, y). 37, (a) fX (x) = (2/π)

1 − x^2 , (b) fY (y|X = x) = 1/ 2

1 − x^2 for −

1 − x^2 < y <

1 − x^2. 39, fX (x) = 3(1−x)^2 for 0 < x < 1, fY (y) = 6y(1 − y) for 0 < y < 1, (b) fX (x|Y = y) = 1/(1 − y), 0 < x < 1 − y.

6. Limit theorems

1, −1. 3, − 3 /5. 5, 5.03. 7, 3.114. 9, 123.136. 11, Mean 6, variance 43. 13, (a) mean 2, variance 1.82, (b) 1 boy and 1 girl. 15, mean 14.7, variance 38.99. 17, (a) P (X ≥ 75) ≤ 2 /3, (b) P (40 < X < 60) ≥ .75. 19. Chebyshev: ≤ 1 /4, normal approx: 0.0455. 21, 0.484. 23, 0.041. 25, 0.0016. 27, 24. 29, 0.0085. 31. 0.1056. 33, (a) 0.2658, (b) 0.2565, (c) 0.2475. 35, (a) .0566, (b) .0884. 37, 157. 39, 373. 41, 0.3897. 43, 527. 45, 0.0116. 47, [0. 508 , 0 .528]. 49, [0. 0044 , 0 .0356]. 51, 52.33. 53, 0.0081. 55, Yes. 57, No. 59, 23.